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XGSI.L vs. CCLFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGSI.L vs. CCLFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Cliffwater Corporate Lending Fund (CCLFX). The values are adjusted to include any dividend payments, if applicable.

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XGSI.L vs. CCLFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
-0.36%3.99%1.24%5.84%-13.31%-2.49%5.86%2.62%
CCLFX
Cliffwater Corporate Lending Fund
0.96%8.93%12.62%12.66%2.32%10.38%8.73%2.12%

Returns By Period

In the year-to-date period, XGSI.L achieves a -0.36% return, which is significantly lower than CCLFX's 0.96% return.


XGSI.L

1D
0.21%
1M
-1.54%
YTD
-0.36%
6M
1.27%
1Y
2.35%
3Y*
2.55%
5Y*
-0.67%
10Y*

CCLFX

1D
0.00%
1M
0.48%
YTD
0.96%
6M
3.09%
1Y
7.64%
3Y*
10.90%
5Y*
8.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGSI.L vs. CCLFX - Expense Ratio Comparison

XGSI.L has a 0.25% expense ratio, which is lower than CCLFX's 3.42% expense ratio.


Return for Risk

XGSI.L vs. CCLFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XGSI.L
XGSI.L Risk / Return Rank: 2626
Overall Rank
XGSI.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 2323
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 2828
Martin Ratio Rank

CCLFX
CCLFX Risk / Return Rank: 100100
Overall Rank
CCLFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CCLFX Sortino Ratio Rank: 100100
Sortino Ratio Rank
CCLFX Omega Ratio Rank: 100100
Omega Ratio Rank
CCLFX Calmar Ratio Rank: 100100
Calmar Ratio Rank
CCLFX Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XGSI.L vs. CCLFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Cliffwater Corporate Lending Fund (CCLFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XGSI.LCCLFXDifference

Sharpe ratio

Return per unit of total volatility

0.52

8.00

-7.48

Sortino ratio

Return per unit of downside risk

0.75

16.02

-15.26

Omega ratio

Gain probability vs. loss probability

1.10

5.88

-4.78

Calmar ratio

Return relative to maximum drawdown

0.90

16.71

-15.81

Martin ratio

Return relative to average drawdown

2.56

101.37

-98.80

XGSI.L vs. CCLFX - Sharpe Ratio Comparison

The current XGSI.L Sharpe Ratio is 0.52, which is lower than the CCLFX Sharpe Ratio of 8.00. The chart below compares the historical Sharpe Ratios of XGSI.L and CCLFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XGSI.LCCLFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

8.00

-7.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

5.15

-5.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

4.53

-4.30

Correlation

The correlation between XGSI.L and CCLFX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XGSI.L vs. CCLFX - Dividend Comparison

XGSI.L has not paid dividends to shareholders, while CCLFX's dividend yield for the trailing twelve months is around 10.37%.


TTM2025202420232022202120202019
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCLFX
Cliffwater Corporate Lending Fund
10.37%10.47%11.27%10.96%3.96%7.03%6.90%0.61%

Drawdowns

XGSI.L vs. CCLFX - Drawdown Comparison

The maximum XGSI.L drawdown since its inception was -17.29%, which is greater than CCLFX's maximum drawdown of -3.91%. Use the drawdown chart below to compare losses from any high point for XGSI.L and CCLFX.


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Drawdown Indicators


XGSI.LCCLFXDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-3.91%

-13.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-0.38%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

-2.25%

-14.14%

Current Drawdown

Current decline from peak

-6.48%

-0.09%

-6.39%

Average Drawdown

Average peak-to-trough decline

-5.67%

-0.16%

-5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.08%

+0.85%

Volatility

XGSI.L vs. CCLFX - Volatility Comparison

Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) has a higher volatility of 1.50% compared to Cliffwater Corporate Lending Fund (CCLFX) at 0.23%. This indicates that XGSI.L's price experiences larger fluctuations and is considered to be riskier than CCLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGSI.LCCLFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

0.23%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

0.65%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

0.97%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

1.74%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

1.89%

+2.87%